. Author manuscript; available in PMC: 2016 Mar 1.

Published in final edited form as: Comput Stat Data Anal. 2014 Sep 20;83:37–51. doi: 10.1016/j.csda.2014.09.013

Table 5.

Coverage probabilities of the different types of 95% prediction intervals for Z_B with n = 25, 50 and 200 in an increasing domain asymptotic regime.

n	25	50	200
	τ² = 0
plug-in	0.905	0.928	0.951
ind calib	0.933	0.953	0.953
dir calib	0.929	0.955	0.953
	τ² = 0.5/4
plug-in	0.890	0.920	0.947
ind calib	0.950	0.944	0.952
dir calib	0.944	0.942	0.949